This might be because you have a pop-up blocker running in your browser.
You can usually give permission to allow the site to fully load by directly clicking on the warning (usually found at the top of the screen):
Please see the steps in these videos to disable pop-ups for your browser:
- How to disable pop-ups in Chrome
- How to disable pop-ups in Firefox
- How to disable pop-ups in MS Edge
If you are still unable to launch an activity in Brightspace after following these steps, please raise a ticket